Random Functions

Milan Holický
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Milan Holický: Czech Technical University in Prague, Klokner Institute, Department of Structural Reliability

Chapter Chapter 12 in Introduction to Probability and Statistics for Engineers, 2013, pp 153-164 from Springer

Abstract: Abstract Random functions and random fields are applied in current engineering and scientific tasks more and more frequently. Random functions are actually random variables that are functions of deterministic arguments, for example of time, planar or spatial coordinates. A brief introduction to random functions includes a definition of the basic parameters such as the mean, variance and autocorrelation function. The definition of the stationary and ergodic functions is supplemented by a description of the spectral representation of stationary random functions. The fundamental properties of random functions and operations with commonly used random functions are illustrated by practical examples.

Keywords: Correlation Function; Spectral Density; Autocorrelation Function; Spectral Representation; Random Function (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-38300-7_12

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DOI: 10.1007/978-3-642-38300-7_12

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